Bologna
Italy
University of Bologna - Department of Economics
Local identification, Bayesian inference, Markov Chain Monte Carlo, robust Bayesian inference, frequentist inference, multi-modal posterior
Global VAR, natural disasters, spillovers, weather shocks, United States, climate change
policy uncertainty, financial integration, global VAR, unconventional monetary policy
Heteroskedastic SVAR, point and set identification, robust Bayesian approach C11